Exact Simulation for Diffusion Bridges: An Adaptive Approach (Q5169729)
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scientific article; zbMATH DE number 6316504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Simulation for Diffusion Bridges: An Adaptive Approach |
scientific article; zbMATH DE number 6316504 |
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Exact Simulation for Diffusion Bridges: An Adaptive Approach (English)
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11 July 2014
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adaptive rejection sampling
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conditioned Brownian motion
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diffusion bridge
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exact Monte Carlo simulation
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